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WIT vs. INFY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


WITINFY
YTD Return25.94%23.74%
1Y Return54.17%36.77%
3Y Return (Ann)-8.14%0.24%
5Y Return (Ann)13.15%20.84%
10Y Return (Ann)4.70%13.32%
Sharpe Ratio1.651.71
Sortino Ratio2.412.57
Omega Ratio1.351.31
Calmar Ratio1.031.15
Martin Ratio5.794.58
Ulcer Index9.59%8.53%
Daily Std Dev33.63%22.78%
Max Drawdown-74.58%-90.32%
Current Drawdown-28.61%-8.88%

Fundamentals


WITINFY
Market Cap$35.80B$91.53B
EPS$0.27$0.77
PE Ratio25.3728.62
PEG Ratio2.193.30
Total Revenue (TTM)$884.34B$18.84B
Gross Profit (TTM)$268.86B$5.68B
EBITDA (TTM)$136.55B$4.44B

Correlation

-0.50.00.51.00.6

The correlation between WIT and INFY is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

WIT vs. INFY - Performance Comparison

In the year-to-date period, WIT achieves a 25.94% return, which is significantly higher than INFY's 23.74% return. Over the past 10 years, WIT has underperformed INFY with an annualized return of 4.70%, while INFY has yielded a comparatively higher 13.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
30.60%
34.42%
WIT
INFY

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Risk-Adjusted Performance

WIT vs. INFY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wipro Limited (WIT) and Infosys Limited (INFY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


WIT
Sharpe ratio
The chart of Sharpe ratio for WIT, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.001.65
Sortino ratio
The chart of Sortino ratio for WIT, currently valued at 2.41, compared to the broader market-4.00-2.000.002.004.006.002.41
Omega ratio
The chart of Omega ratio for WIT, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for WIT, currently valued at 1.03, compared to the broader market0.002.004.006.001.03
Martin ratio
The chart of Martin ratio for WIT, currently valued at 5.79, compared to the broader market0.0010.0020.0030.005.79
INFY
Sharpe ratio
The chart of Sharpe ratio for INFY, currently valued at 1.71, compared to the broader market-4.00-2.000.002.004.001.71
Sortino ratio
The chart of Sortino ratio for INFY, currently valued at 2.57, compared to the broader market-4.00-2.000.002.004.006.002.57
Omega ratio
The chart of Omega ratio for INFY, currently valued at 1.31, compared to the broader market0.501.001.502.001.31
Calmar ratio
The chart of Calmar ratio for INFY, currently valued at 1.15, compared to the broader market0.002.004.006.001.15
Martin ratio
The chart of Martin ratio for INFY, currently valued at 4.58, compared to the broader market0.0010.0020.0030.004.58

WIT vs. INFY - Sharpe Ratio Comparison

The current WIT Sharpe Ratio is 1.65, which is comparable to the INFY Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of WIT and INFY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.65
1.71
WIT
INFY

Dividends

WIT vs. INFY - Dividend Comparison

WIT's dividend yield for the trailing twelve months is around 0.17%, less than INFY's 2.65% yield.


TTM20232022202120202019201820172016201520142013
WIT
Wipro Limited
0.17%0.22%1.72%0.14%0.25%0.37%0.42%0.35%1.23%2.20%5.39%1.32%
INFY
Infosys Limited
2.65%2.33%2.28%1.58%1.72%3.10%3.45%5.12%2.55%2.30%8.14%1.45%

Drawdowns

WIT vs. INFY - Drawdown Comparison

The maximum WIT drawdown since its inception was -74.58%, smaller than the maximum INFY drawdown of -90.32%. Use the drawdown chart below to compare losses from any high point for WIT and INFY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-28.61%
-8.88%
WIT
INFY

Volatility

WIT vs. INFY - Volatility Comparison

Wipro Limited (WIT) has a higher volatility of 10.12% compared to Infosys Limited (INFY) at 6.12%. This indicates that WIT's price experiences larger fluctuations and is considered to be riskier than INFY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
10.12%
6.12%
WIT
INFY

Financials

WIT vs. INFY - Financials Comparison

This section allows you to compare key financial metrics between Wipro Limited and Infosys Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items